Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 59.788486 66.815843 74.856834 84.861582 97.155740 112.020547 131.762039
2025-02-02 52.586668 62.169640 74.225051 91.008882 114.685426 148.551404 204.409315
2025-02-09 47.225258 57.765736 71.834195 92.944219 125.841770 179.652452 287.956323
2025-02-16 42.787674 53.577584 68.589873 92.389164 132.464979 205.872395 384.741750
2025-02-23 39.445715 50.319617 65.964379 91.930999 138.724080 234.056806 519.100555
2025-03-02 36.298127 46.922982 62.584276 89.479465 140.551277 254.112131 665.365209
2025-03-09 33.823961 44.231335 59.901399 87.646066 142.947814 276.906409 877.906891
2025-03-16 31.106705 40.936508 55.912060 82.886582 138.177738 279.205389 1010.913379
2025-03-23 30.390715 40.586308 56.552568 86.514940 152.305319 344.338360 1925.807154
2025-03-30 28.902419 38.916332 54.842978 85.444195 155.450519 378.211857 3092.839095
2025-04-06 27.481266 37.247945 52.977787 83.792812 156.767670 407.479695 5243.226616
2025-04-13 25.805489 35.074926 50.084202 79.734321 151.020935 404.603536 6773.857201
2025-04-20 25.670630 35.424535 51.685992 85.331968 173.545048 562.917260 NaN
2025-04-27 25.544313 35.784678 53.365837 91.533095 201.608112 843.556410 NaN
2025-05-04 24.858069 35.152720 53.158398 93.486176 217.625854 1123.740179 NaN
2025-05-11 23.935286 34.054231 51.967708 92.926008 224.768698 1371.484641 NaN
2025-05-18 23.103768 33.059736 50.887232 92.463636 232.326420 1710.721556 NaN
2025-05-25 22.123468 31.752901 49.100621 89.989796 230.905034 1907.711065 NaN
2025-06-01 21.282580 30.647661 47.632281 88.139947 231.599062 2206.200444 NaN
2025-06-08 20.192812 29.059886 45.120743 83.338694 217.976586 2017.720399 NaN
2025-06-15 20.029598 29.094436 45.825393 86.998771 244.171556 3775.323252 NaN
2025-06-22 19.417634 28.299300 44.803278 85.918584 247.700965 4925.136399 NaN
2025-06-29 18.790009 27.449301 43.617726 84.252772 247.724049 6100.100596 NaN